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~isPartOf:"Insurance / Mathematics & economics"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliography included"
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Search: subject_exact:"Securitization"
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Securitization
11
Verbriefung
11
Risikomodell
8
Risk model
8
Mortality
7
Risikomanagement
7
Risk management
7
Sterblichkeit
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Aufsatz in Zeitschrift
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Li, Johnny Siu-Hang
2
Sherris, Michael
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Bae, Taehan
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Balasooriya, Uditha
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Barrieu, Pauline
1
Biffis, Enrico
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Blake, David
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Cox, Samuel H.
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Kim, Changki
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Li, Jackie
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Loubergé, Henri
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Subramanian, Ajay
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Insurance / Mathematics & economics
The journal of structured finance
124
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
34
Journal of banking & finance
30
The journal of real estate finance and economics
27
Journal of financial economics
22
The journal of risk and insurance : the journal of the American Risk and Insurance Association
18
The review of financial studies
18
Expansion and diversification of securitization : yearbook
16
Risiko-Manager
14
Journal of financial intermediation
13
Journal of financial services research : JFSR
13
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
13
The journal of fixed income
13
Innovations in securitisation : yearbook
12
Die Bank
11
Journal of financial stability
11
Finance research letters
10
Journal of risk finance : the convergence of financial products and insurance
10
Real estate economics : journal of the American Real Estate and Urban Economics Association
10
The European journal of finance
10
The journal of finance : the journal of the American Finance Association
10
Economic policy review
9
The journal of credit risk : published quarterly by Incisive Media
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Journal of monetary economics
8
Journal of money, credit and banking : JMCB
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
The accounting review : a publication of the American Accounting Association
8
The journal of corporate finance : contracting, governance and organization
8
The journal of real estate research
8
Annual review of financial economics
7
Housing finance international
7
Journal of post-Keynesian economics : JPKE
7
Journal of risk and financial management : JRFM
7
Research in international business and finance
7
The real estate finance journal
7
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
6
Derivatives & financial instruments
6
Economic modelling
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ECONIS (ZBW)
11
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1
The choice of trigger in an insurance linked security : the mortality risk case
MacMinn, Richard D.
;
Richter, Andreas
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 174-182
Persistent link: https://www.econbiz.de/10011825256
Saved in:
2
Reinsurance versus securitization of catastrophe risk
Subramanian, Ajay
;
Wang, Jinjing
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 55-72
Persistent link: https://www.econbiz.de/10011929837
Saved in:
3
The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds
Liu, Yanxin
;
Li, Johnny Siu-Hang
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 135-150
Persistent link: https://www.econbiz.de/10011397966
Saved in:
4
Longevity risk, cost of capital and hedging for life insurers under Solvency II
Meyricke, Ramona
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 147-155
Persistent link: https://www.econbiz.de/10010366194
Saved in:
5
Parametric mortality indexes : from index construction to hedging strategies
Tan, Chong It
;
Li, Jackie
;
Li, Johnny Siu-Hang
; …
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 285-299
Persistent link: https://www.econbiz.de/10010469993
Saved in:
6
Pricing and securitization of multi-country longevity risk with mortality dependence
Yang, Sharon S.
;
Wang, Chou-wen
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 157-169
Persistent link: https://www.econbiz.de/10009736119
Saved in:
7
Reinsurance and securitisation of life insurance risk : the impact of regulatory constraints
Barrieu, Pauline
;
Loubergé, Henri
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 135-144
Persistent link: https://www.econbiz.de/10009736121
Saved in:
8
Securitization, structuring and pricing of longevity risk
Wills, Samuel
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 173-185
Persistent link: https://www.econbiz.de/10003953339
Saved in:
9
Securitizing and tranching longevity exposures
Biffis, Enrico
;
Blake, David
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 186-197
Persistent link: https://www.econbiz.de/10003953340
Saved in:
10
Mortality risk modeling : applications to insurance securitization
Cox, Samuel H.
;
Lin, Yijia
;
Pedersen, Hal
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 242-253
Persistent link: https://www.econbiz.de/10003953369
Saved in:
1
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